Abstract
… to estimate the results of ARFIMA-FIGARCH model. … FIGARCH models in modelling a long memory volatility process and determine its best fitting order. We used ARFIMA (0,0,0) model …
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CITATION STYLE
APA
Maheshchandra, J. P. (2012). Long Memory Property In Return and Volatility: Evidence from the Indian Stock Markets. Asian Journal of Finance & Accounting, 4(2). https://doi.org/10.5296/ajfa.v4i2.2027
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